Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47861.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46466.31 Kr¶

PnL: ---------------------------------------> -422.26 Kr¶

DD now: ---------------------------------> -1.581 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 15:14:56.202938'

Anic Portfolio¶

Today¶

Return: -0.108 %¶

This Week¶

Return: -0.108 %¶

Total¶

Return: 56.685 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.980000 3208.400000 237.400000 7.990000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.090000 599.760000 42.760000 7.680000 557.000004
Corem Property Group B 59 0.480000 616.550000 39.550000 6.850000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.760000 391.100000 36.100000 10.170000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.270000 707.200000 34.200000 5.080000 673.000000
Boozt 12 0.000000 1686.000000 32.000000 1.930000 1653.999996
Resurs Holding 22 -0.440000 598.400000 24.400000 4.250000 573.999998
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Norva24 Group 16 0.290000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Intrum 4 1.640000 544.800000 17.800000 3.380000 527.000000
SAAB B 8 -1.400000 3392.000000 15.000000 0.440000 3377.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Securitas B 6 1.790000 574.080000 4.080000 0.720000 570.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Swedbank A 3 -0.110000 566.700000 2.700000 0.480000 564.000000
Samhällsbyggnadsbo. i Norden D 12 1.890000 245.520000 -0.480000 -0.200000 246.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Nordea Bank Abp 29 -0.120000 3444.620000 -9.380000 -0.270000 3453.999992
Essity B 2 -2.250000 564.400000 -9.600000 -1.670000 574.000000
Midsona B 63 2.020000 571.410000 -11.590000 -1.990000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
Sampo Oyj SDB 7 -0.270000 3832.500000 -17.500000 -0.450000 3850.000000
International Petroleum Corp. 5 3.740000 568.500000 -26.070000 -4.380000 594.565215
Vivesto 1368 -2.610000 542.000000 -71.000000 -11.580000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 -0.930000 1435.500000 -228.500000 -13.730000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.180000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46466.310000 -422.260000 -1.58057% 46888.564618

Updated:¶

'2023-01-23 15:15:08.353333'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶